The thing nobody tells you is how much a lamp changes depending on what's near it. A shade that looked crisp and white in the shop can turn faintly yellow against a cream wall, or a warm metal base can look dull next to anything with a cool undertone. You don't find this out until it's sitting in the room for a few weeks, in different light, at different times of day. Bring a scrap of your paint color or a photo of the wall with you if you can, because matching by memory almost never works.
Lamps earn their keep in the rooms where the overhead light is either too harsh or not there at all, which is most living rooms and most bedrooms. A pair flanking a sofa does more for how a room feels in the evening than almost anything else you can buy, and in winter especially, when it gets dark by four, having two or three light sources at different heights instead of one bright bulb overhead makes a house feel lived in rather than lit up for inspection. Hallways and stair landings are where wall mounted versions make the most sense, since floor space is the one thing you don't have there.
Where they fall short is anywhere you need real task light to work by. A pretty shade over a desk or a reading chair often just dims the exact spot you need bright, so check the bulb it's rated for and whether the shade is open enough to let real light through, not just glow. Also be honest about scale before you buy: hold your hand up to where the top of the shade will sit and picture it next to the furniture around it, since an undersized lamp on a large table looks like an afterthought, and an oversized one on a side table will block whatever's hanging on the wall behind it.
In an ordinary room, a lamp works best when it's not matching everything else exactly. It should pick up one detail already in the space, a wood tone, a metal finish on a mirror or door handle, something in a rug, rather than trying to coordinate with all of them at once. If you're starting with nothing, go for a simple lamp with a shade in a neutral color and a base in a finish you already have somewhere else in the room, since that one gets used daily, forgives mismatched furniture, and gives you a light level you can actually read by without squinting or flipping on the overhead.